Benteke was profligate during the 1-0 reverse.
On Benteke's poor finishing, Lambert said: "I'm not going to have a blame culture. You are in it together, you win and lose together.
"On another day, Christian scores. To be fair to the big guy, he's pulled us out of trouble loads of times this year.
"He'll put a few in the back of the net, that's for sure."